Hi, the (python) inteface of Gurobi, since 9.0 ver, enables to consider non linear/non convex OF/cns. Notably square roots of variables in the form \sum_i \sqrt(z_i) \leq k . This by means of the function that let you use y=x^a generic power addGenConstrPow Link to addGenConstrPow I tried …

using JuMP, Gurobi N = 2 column(x::VariableRef) = Gurobi.c_column(backend(owner_model(x)), index(x)) model = direct_model(Gurobi.Optimizer()) @variable(model, x[i in 1:N]) @variable(model, y[i in 1:N]) for i in 1:N GRBaddgenconstrPow(backend(model), "x$i^0.5", column(x[i]), column(y[i]), 0.5, "…

Gurobi and non linear

Specific Domains Optimization (Mathematical)

Fabrizio March 15, 2024, 4:18pm 3

Thanks @gdalle for pointing out this, it’s my first experience with non linear cns and jump. However it does not solve the problem. The issue should be related to the gurobi.jl present interface as pointed out in here